Python 2.8 - plane bevel disappears on object join
As well as an object being selected, one object is known as the active object, this object has its properties shown in the properties panels and may be affected by some operators that will ignore the other selected objects.

In your case, when joining multiple objects, the modifiers of the active object are kept while modifiers on other objects are disposed of.

You could set the plane as the active object before the join or add the modifiers after the join. Most likely you want to apply the modifiers to the plane so that the bevel on the plane is kept and is not also added to other parts of the joined mesh.